Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-21 0.491270 0.549585 0.615546 0.696433 0.794003 0.909292 1.057969
2025-09-28 0.412486 0.482324 0.566889 0.678949 0.826958 1.021055 1.304612
2025-10-05 0.382203 0.463514 0.567786 0.715735 0.928314 1.237302 1.752984
2025-10-12 0.367993 0.460956 0.586523 0.776531 1.073263 1.553898 2.488240
2025-10-19 0.335359 0.428742 0.559141 0.765053 1.105635 1.702543 3.011324
2025-10-26 0.312574 0.407025 0.542972 0.766358 1.156898 1.898063 3.750109
2025-11-02 0.286987 0.378473 0.512962 0.740290 1.154142 1.988554 4.307973
2025-11-09 0.261125 0.347231 0.475584 0.696670 1.110403 1.980715 4.598185
2025-11-16 0.246236 0.331060 0.459872 0.687499 1.129994 2.118680 5.466509
2025-11-23 0.241828 0.330217 0.468029 0.720741 1.240583 2.516107 7.801236
2025-11-30 0.231326 0.319062 0.458232 0.719790 1.279009 2.746126 9.881039
2025-12-07 0.219538 0.305052 0.442442 0.705466 1.284701 2.887085 11.835655
2025-12-14 0.209325 0.293525 0.430961 0.700239 1.316095 3.143668 15.632104
2025-12-21 0.198218 0.279860 0.414718 0.683664 1.317132 3.306519 19.611192
2025-12-28 0.196323 0.281068 0.424518 0.721329 1.465799 4.121616 39.823588
2026-01-04 0.197507 0.287418 0.444090 0.783086 1.703729 5.618451 153.922126
2026-01-11 0.189071 0.276816 0.431381 0.771571 1.724813 6.090255 342.254513
2026-01-18 0.182886 0.269716 0.424688 0.772939 1.787497 6.906335 2134.371858
2026-01-25 0.173973 0.257379 0.407083 0.746562 1.752777 7.061624 14669.631116
2026-02-01 0.163629 0.242093 0.382944 0.702412 1.649682 6.652612 14856.908897
2026-02-08 0.157877 0.234658 0.373641 0.693133 1.665272 7.167420 NaN
2026-02-15 0.157122 0.236005 0.381556 0.726784 1.844160 9.395301 NaN
2026-02-22 0.152815 0.230746 0.375930 0.725821 1.895485 10.634783 NaN